-28.9%
UPS vs NVD
-99.1%
+70.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | +0.9% |
| 7D | -3.4% | +9.0% | -12.5% | -3.1% |
| 30D | -2.7% | -5.5% | +2.7% | -2.8% |
| 3M | -1.6% | -24.6% | +23.0% | -2.3% |
| 6M | +2.3% | -42.1% | +44.4% | +1.0% |
| YTD | +5.6% | -44.3% | +49.9% | +4.2% |
| 1Y | +27.1% | -54.2% | +81.2% | +24.9% |
| 3Y | -26.3% | -99.1% | +72.8% | -38.6% |
| All | -28.9% | -99.1% | +70.3% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling